Speaker
Dona Ishara Saparamadu
(Baylor University, Waco, Texas)
Description
Krylov methods are given for rank-one updates of both eigenvalue and linear equations problems. For eigenvalues, an Arnoldi iteration for the original matrix can be continued on the rank-one changed matrix. We discuss how careful implementation allows the desired accuracy to be attained for the updated matrix. Next, methods are given for linear equations, one that uses the updated Arnoldi approach and the other has the Sherman-Morrison formula. We also give some theoretical results about how eigenvalues change with rank-one perturbation.
Author
Dona Ishara Saparamadu
(Baylor University, Waco, Texas)